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Diffstat (limited to 'thirdparty/windows/include/coin/CoinOslFactorization.hpp')
| -rw-r--r-- | thirdparty/windows/include/coin/CoinOslFactorization.hpp | 280 |
1 files changed, 280 insertions, 0 deletions
diff --git a/thirdparty/windows/include/coin/CoinOslFactorization.hpp b/thirdparty/windows/include/coin/CoinOslFactorization.hpp new file mode 100644 index 0000000..0b51b01 --- /dev/null +++ b/thirdparty/windows/include/coin/CoinOslFactorization.hpp @@ -0,0 +1,280 @@ +/* $Id: CoinOslFactorization.hpp 1416 2011-04-17 09:57:29Z stefan $ */ +// Copyright (C) 1987, 2009, International Business Machines +// Corporation and others. All Rights Reserved. +// This code is licensed under the terms of the Eclipse Public License (EPL). + +/* + Authors + + John Forrest + + */ +#ifndef CoinOslFactorization_H +#define CoinOslFactorization_H +#include <iostream> +#include <string> +#include <cassert> +#include "CoinTypes.hpp" +#include "CoinIndexedVector.hpp" +#include "CoinDenseFactorization.hpp" +class CoinPackedMatrix; +/** This deals with Factorization and Updates + This is ripped off from OSL!!!!!!!!! + + I am assuming that 32 bits is enough for number of rows or columns, but CoinBigIndex + may be redefined to get 64 bits. + */ + +typedef struct {int suc, pre;} EKKHlink; +typedef struct _EKKfactinfo { + double drtpiv; + double demark; + double zpivlu; + double zeroTolerance; + double areaFactor; + int *xrsadr; + int *xcsadr; + int *xrnadr; + int *xcnadr; + int *krpadr; + int *kcpadr; + int *mpermu; + int *bitArray; + int * back; + char * nonzero; + double * trueStart; + mutable double *kadrpm; + int *R_etas_index; + int *R_etas_start; + double *R_etas_element; + + int *xecadr; + int *xeradr; + double *xeeadr; + double *xe2adr; + EKKHlink * kp1adr; + EKKHlink * kp2adr; + double * kw1adr; + double * kw2adr; + double * kw3adr; + int * hpivcoR; + int nrow; + int nrowmx; + int firstDoRow; + int firstLRow; + int maxinv; + int nnetas; + int iterin; + int iter0; + int invok; + int nbfinv; + int num_resets; + int nnentl; + int nnentu; +#ifdef CLP_REUSE_ETAS + int save_nnentu; +#endif + int ndenuc; + int npivots; /* use as xpivsq in factorization */ + int kmxeta; + int xnetal; + int first_dense; + int last_dense; + int iterno; + int numberSlacks; + int lastSlack; + int firstNonSlack; + int xnetalval; + int lstart; + int if_sparse_update; + mutable int packedMode; + int switch_off_sparse_update; + int nuspike; + bool rows_ok; /* replaces test using mrstrt[1] */ +#ifdef CLP_REUSE_ETAS + mutable int reintro; +#endif + int nR_etas; + int sortedEta; /* if vector for F-T is sorted */ + int lastEtaCount; + int ifvsol; + int eta_size; + int last_eta_size; + int maxNNetas; +} EKKfactinfo; + +class CoinOslFactorization : public CoinOtherFactorization { + friend void CoinOslFactorizationUnitTest( const std::string & mpsDir ); + +public: + + /**@name Constructors and destructor and copy */ + //@{ + /// Default constructor + CoinOslFactorization ( ); + /// Copy constructor + CoinOslFactorization ( const CoinOslFactorization &other); + + /// Destructor + virtual ~CoinOslFactorization ( ); + /// = copy + CoinOslFactorization & operator = ( const CoinOslFactorization & other ); + /// Clone + virtual CoinOtherFactorization * clone() const ; + //@} + + /**@name Do factorization - public */ + //@{ + /// Gets space for a factorization + virtual void getAreas ( int numberRows, + int numberColumns, + CoinBigIndex maximumL, + CoinBigIndex maximumU ); + + /// PreProcesses column ordered copy of basis + virtual void preProcess ( ); + /** Does most of factorization returning status + 0 - OK + -99 - needs more memory + -1 - singular - use numberGoodColumns and redo + */ + virtual int factor ( ); + /// Does post processing on valid factorization - putting variables on correct rows + virtual void postProcess(const int * sequence, int * pivotVariable); + /// Makes a non-singular basis by replacing variables + virtual void makeNonSingular(int * sequence, int numberColumns); + /** When part of LP - given by basic variables. + Actually does factorization. + Arrays passed in have non negative value to say basic. + If status is okay, basic variables have pivot row - this is only needed + If status is singular, then basic variables have pivot row + and ones thrown out have -1 + returns 0 -okay, -1 singular, -2 too many in basis, -99 memory */ + int factorize ( const CoinPackedMatrix & matrix, + int rowIsBasic[], int columnIsBasic[] , + double areaFactor = 0.0 ); + //@} + + /**@name general stuff such as number of elements */ + //@{ + /// Total number of elements in factorization + virtual inline int numberElements ( ) const { + return numberRows_*(numberColumns_+numberPivots_); + } + /// Returns array to put basis elements in + virtual CoinFactorizationDouble * elements() const; + /// Returns pivot row + virtual int * pivotRow() const; + /// Returns work area + virtual CoinFactorizationDouble * workArea() const; + /// Returns int work area + virtual int * intWorkArea() const; + /// Number of entries in each row + virtual int * numberInRow() const; + /// Number of entries in each column + virtual int * numberInColumn() const; + /// Returns array to put basis starts in + virtual CoinBigIndex * starts() const; + /// Returns permute back + virtual int * permuteBack() const; + /// Returns true if wants tableauColumn in replaceColumn + virtual bool wantsTableauColumn() const; + /** Useful information for factorization + 0 - iteration number + whereFrom is 0 for factorize and 1 for replaceColumn + */ + virtual void setUsefulInformation(const int * info,int whereFrom); + /// Set maximum pivots + virtual void maximumPivots ( int value ); + + /// Returns maximum absolute value in factorization + double maximumCoefficient() const; + /// Condition number - product of pivots after factorization + double conditionNumber() const; + /// Get rid of all memory + virtual void clearArrays(); + //@} + + /**@name rank one updates which do exist */ + //@{ + + /** Replaces one Column to basis, + returns 0=OK, 1=Probably OK, 2=singular, 3=no room + If checkBeforeModifying is true will do all accuracy checks + before modifying factorization. Whether to set this depends on + speed considerations. You could just do this on first iteration + after factorization and thereafter re-factorize + partial update already in U */ + virtual int replaceColumn ( CoinIndexedVector * regionSparse, + int pivotRow, + double pivotCheck , + bool checkBeforeModifying=false, + double acceptablePivot=1.0e-8); + //@} + + /**@name various uses of factorization (return code number elements) + which user may want to know about */ + //@{ + /** Updates one column (FTRAN) from regionSparse2 + Tries to do FT update + number returned is negative if no room + regionSparse starts as zero and is zero at end. + Note - if regionSparse2 packed on input - will be packed on output + */ + virtual int updateColumnFT ( CoinIndexedVector * regionSparse, + CoinIndexedVector * regionSparse2, + bool noPermute=false); + /** This version has same effect as above with FTUpdate==false + so number returned is always >=0 */ + virtual int updateColumn ( CoinIndexedVector * regionSparse, + CoinIndexedVector * regionSparse2, + bool noPermute=false) const; + /// does FTRAN on two columns + virtual int updateTwoColumnsFT(CoinIndexedVector * regionSparse1, + CoinIndexedVector * regionSparse2, + CoinIndexedVector * regionSparse3, + bool noPermute=false); + /** Updates one column (BTRAN) from regionSparse2 + regionSparse starts as zero and is zero at end + Note - if regionSparse2 packed on input - will be packed on output + */ + virtual int updateColumnTranspose ( CoinIndexedVector * regionSparse, + CoinIndexedVector * regionSparse2) const; + //@} + /// *** Below this user may not want to know about + + /**@name various uses of factorization + which user may not want to know about (left over from my LP code) */ + //@{ + /// Get rid of all memory + //inline void clearArrays() + //{ gutsOfDestructor();} + /// Returns array to put basis indices in + virtual int * indices() const; + /// Returns permute in + virtual inline int * permute() const + { return NULL;/*pivotRow_*/;} + //@} + + /// The real work of desstructor + void gutsOfDestructor(bool clearFact=true); + /// The real work of constructor + void gutsOfInitialize(bool zapFact=true); + /// The real work of copy + void gutsOfCopy(const CoinOslFactorization &other); + + //@} +protected: + /** Returns accuracy status of replaceColumn + returns 0=OK, 1=Probably OK, 2=singular */ + int checkPivot(double saveFromU, double oldPivot) const; +////////////////// data ////////////////// +protected: + + /**@name data */ + //@{ + /// Osl factorization data + EKKfactinfo factInfo_; + //@} +}; +#endif |